+41.7%
PEG vs FIVE
+16.7%
+25.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +4.5% | +2.7% | +1.8% | +4.3% |
| 30D | +7.5% | +12.7% | -5.1% | +6.6% |
| 3M | +0.8% | +2.1% | -1.2% | +0.6% |
| 6M | 0.0% | +17.5% | -17.5% | -1.5% |
| YTD | -3.0% | +31.0% | -34.0% | -5.5% |
| 1Y | -4.7% | +67.7% | -72.5% | -9.1% |
| 3Y | +36.5% | +43.4% | -6.9% | +30.3% |
| All | +41.7% | +16.7% | +25.0% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling